Cvitani Jaka

Jaka Cvitani

Information about the author Jaka Cvitani will soon be added to the site.
Found 4 papers in total
Dynamics of Contract Design with Screening
Dynamics of Contract Design with Screening
2013
We analyze a novel principal–agent problem of moral hazard and adverse selection...
Optimal contracts in continuous-time models
Optimal contracts in continuous-time models
2006
We present a unified approach to solving contracting problems with full information in...
Optimal risk taking with flexible income
Optimal risk taking with flexible income
2007
We study the portfolio selection problem of an investor who can optimally exert costly...
Reflected forward–backward stochastic differential equations and obstacle problems with boundary conditions
Reflected forward–backward stochastic differential equations and obstacle problems with boundary conditions
2001
In this paper we study a class of forward–backward stochastic differential...
Papers per page: